You also don't mention whether you're playing slots/cards/etc. All are variables in how long a deposit may last, especially if it's a small one. I always use bonuses but I only deposit small amounts with it such as $25-$35. If you hit early it's easier to play through and it doesn't hurt when cashing out. I never use a bonus with a huge deposit. Of course I'm also not well off so I try to play within my means.
I for one absolutely love Club World. I've played there for about 2 years, I've hit 2-3 major and 4-5 minor jackpots (one this past weekend). I also hit the big win on Naughty or Nice for $20K last November then the following day started out by being dealt a royal flush on VP after 3-4 hands. I have days I can't get crapola to happen and days where the sun is shining up my a** so far I have moonbeams shooting out of my eyes! Honestly, I'm not sure it matters where you play, sometimes it's just not in the cards to win.
By the way, right now, this week... I SUCK.